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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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New Measures of Financial Stress from Non-traditional Data

8 Dec 2022 Bulletin - December 2022 PDF 826KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/new-measures-of-financial-stress-from-non-traditional-data.pdf

GDP-linked Bonds

13 Sep 2016 Bulletin September Quarter 2016 PDF 379KB
https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-gdp-linked-bonds.pdf

Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

18 Apr 2024 Bulletin – April 2024
Ronan McCarthy and Geordie Reid
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html

New Measures of Financial Stress from Non-traditional Data

8 Dec 2022 Bulletin – December 2022
Finn Lattimore and Max Zang
Household and business financial stress has significant implications for financial stability and monetary policy.
https://www.rba.gov.au/publications/bulletin/2022/dec/new-measures-of-financial-stress-from-non-traditional-data.html

Bulletin March Quarter 2017

10 Feb 2020 Bulletin March Quarter 2017 PDF 6757KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-reserve-bank-bulletin.pdf

Economic and Financial Research in the Reserve Bank in 1997

22 Feb 2001 Bulletin PDF 41KB
9. by David Gruen, John Romalis andNaveen Chandra attempts to measure thistime lag using a simple model of Australianoutput growth. ... A paperby Colleen Cassidy and Marianne Gizyckioutlines various approaches to obtainingestimates of the VaR.
https://www.rba.gov.au/publications/bulletin/1998/jan/pdf/bu-0198-2.pdf

Identifying Global Systemically Important Financial Institutions

17 Dec 2014 Bulletin December Quarter 2014 PDF 1091KB
https://www.rba.gov.au/publications/bulletin/2014/dec/pdf/bu-1214-8.pdf

The Economic Effects of Low Interest Rates and Unconventional Monetary Policy

17 Sep 2020 Bulletin – September 2020
Rochelle Guttmann, Dana Lawson and Peter Rickards
The cash rate is currently at its effective lower bound and the Reserve Bank has put in place a suite of alternative monetary policy tools.
https://www.rba.gov.au/publications/bulletin/2020/sep/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.html

The Economic Effects of Low Interest Rates and Unconventional Monetary Policy

17 Sep 2020 Bulletin - September 2020 PDF 433KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.pdf

Inflation Expectations in Advanced Economies

10 Feb 2020 Bulletin March Quarter 2017 PDF 1560KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-4-inflation-expectations-in-advanced-economies.pdf